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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Practical Approaches to Liquidity Stress Testing: Capital, Leverage and Liquidity

Understand your institution’s liquidity needs in time of stress for various target operating models, fulfilling both regulatory and economic objectives

11-12 Jul 2018
Mexico City, Mexico

Why You Should Attend

Practical Approaches to Liquidity Stress Testing: Capital, Leverage and Liquidity

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we have therefore limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

Prepare to turn your stress testing into a competitive advantage

How will you benefit?

In the past few years a lot has been said in the regulatory environment about implementing liquidity metrics, the LCR and the NSFR, but recently it is liquidity stress testing that is coming to the forefront of industry debate. Banks are starting to realise that in order to retain regulatory compliance and survive in today’s changing environment they must be prepared to take stress testing to the next level and not only use it as a tool for measuring liquidity risk on a level consistent with the regulators’ demands but also make sure to maintain their business objectives.

This two-day course will prepare financial institutions for this new regulatory environment, but also provide them with sound guidance on how to identify and mitigate non-obvious sources of liquidity risk in addition to maintaining business objectives. Day one will provide delegates with a ‘back to school’ approach to building an effective stress test that will take into account current regulatory and market challenges. On the second day, delegates will be able to investigate more practical solutions to the problem by identifying new sources of liquidity risk and learning how to differentiate their asset classes to aid mitigating liquidity risk.

The learning objective of the course is to elevate a bank’s stress test into a modern risk management tool that not only measures but also mitigates liquidity risk. Pre-course reading and post-course documentation will be provided to maximise learning outcomes and objectives.

About your expert trainer:

Donna Marie Howe is a banker, risk management and finance professional with more than 25 years industry experience in the US financial services sector. With the rare ability of combining high-level quantitative skills with qualitative management excellence she has held a variety of senior risk management roles in some of the world’s most established banks including Deutsche Bank, UBS, ABN AMRO, and Santander. Well-known within the North American risk community she has served for more than 10 years on the Board of the Global Association of Risk Professionals (GARP) and between consultancy and corporate training projects teaches at several major universities in New York City and the Northeast.

She is well versed in liquidity risk and regulatory risk management. As the senior risk executive in the US for the largest Spanish bank during the last European crisis, she has hands-on experience as well as theoretical.

She was also responsible for risk management of the US consortium of clearing members when negotiating with the exchanges to set up clearing for single-family CDS. Dealing with potential scenarios where everyone is expected to be "rushing for the exits" and yet not causing systemic harm was a challenge that she met. Lastly, she was responsible for risk managing the 600-odd buy-side customers of a large Swiss financial institution during the 2008 crisis. Collateral exchanges, derivatives management and strategic unwinds were all part of the toolkit used with success.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

Vice Presidents, Directors and Heads of:

  • Liquidity risk
  • Liquidity risk analytics
  • Liquidity management
  • Risk management
  • Stress testing
  • Internal audit
  • Quantitative risk analytics

Key Topics

  • Incorporate balance sheet connections and their impact on liquidity stress tests
  • Connect pre-provision net revenue initiatives to liquidity for a more consistent stress test
  • Implement nested model techniques to incorporate in-house business rules in estimating both liquidity sources and uses
  • Examine impact of sticky price models in frictional markets
  • Consider situations where liquidity is is trapped

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Voice of Our Customers
    • “The trainer is knowledgeable and experienced in financial industry, which makes the course informative. I also like that the participants are from different countries and share their insights during discussions” Discover “Lecturer was very knowledgeable about the topic” Banco Fortaleza “Very beneficial for me, bits of practical advice and useful opinions shared” HSBC “The content was right and the expertise is there” JP Morgan
    Join the Discussion

    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Rodrigo Lopez

    Ignacio Ramirez #20, 5th floor
    Colonia Tabacalera
    Mexico City

    +52 55 4170 5555 ext. 2424
    Fax: +52 55 2282 5600
    Email: rodrigol@marcusevansmx.com